DU Xue-wu, ZHANG Lian-sheng, SHANG You-lin, LI Ming-ming. Exact Augmented Lagrangian Function for Nonlinear Programming Problems With Inequality Constraints[J]. Applied Mathematics and Mechanics, 2005, 26(12): 1493-1499.
Citation: DU Xue-wu, ZHANG Lian-sheng, SHANG You-lin, LI Ming-ming. Exact Augmented Lagrangian Function for Nonlinear Programming Problems With Inequality Constraints[J]. Applied Mathematics and Mechanics, 2005, 26(12): 1493-1499.

Exact Augmented Lagrangian Function for Nonlinear Programming Problems With Inequality Constraints

  • Received Date: 2004-02-01
  • Rev Recd Date: 2005-05-31
  • Publish Date: 2005-12-15
  • An exact augmented Lagrangian function for the nonlinear nonconvex programming problems with inequality constraints was discussed.Under suitable hypotheses,the relationship was established between the local unconstrained minimizers of the augmented Lagrangian function on the space of problem variables and the local minimizers of the original constrained problem.Furthermore,under some assumptions,the relationship was also established between the global solutions of the augmented Lagrangian function on some compact subset of the space of problem variables and the global solutions of the constrained problem.Therefore,from the theoretical point of view,a solution of the inequality constrained problem and the corresponding values of the Lagrange multipliers can be found by the well known method of multipliers which resort to the unconstrained minimization of the augmented Lagrangian function presented.
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